+237.0%
HOOD vs SHOP
-12.2%
+249.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.6% | +3.7% | +0.1% |
| 7D | +13.4% | -4.1% | +17.5% | +16.0% |
| 30D | +25.8% | -11.5% | +37.3% | +34.4% |
| 3M | +38.0% | +21.1% | +16.9% | +21.5% |
| 6M | +52.2% | +3.0% | +49.2% | +44.7% |
| YTD | +3.7% | -16.7% | +20.4% | +9.5% |
| 1Y | +0.1% | -8.3% | +8.3% | +1.1% |
| 3Y | +992.6% | +112.8% | +879.7% | +561.2% |
| 5Y | +193.0% | -9.3% | +202.2% | +178.9% |
| All | +237.0% | -12.2% | +249.2% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SHOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling